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Journal of Business & Economic Statistics / Taylor & Francis Journals

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
61
Impact Factor (IF)
1.31
5 Years IF
2.46
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2009 0 0.48 1.33 0 3 3 31 2 15 0 0 0 2 0.67 0.24
2010 0.67 0.49 1.25 0.67 1 4 37 2 20 3 2 3 2 0 0 0.21
2011 1 0.52 1.16 1 78 82 4210 88 115 4 4 4 4 2 2.3 84 1.08 0.24
2012 2.14 0.52 1.92 2.12 53 135 2812 244 374 79 169 82 174 0 63 1.19 0.22
2013 2.79 0.56 2.67 2.71 44 179 2315 473 852 131 365 135 366 2 0.4 70 1.59 0.24
2014 3.38 0.55 3.19 3.58 58 237 890 741 1609 97 328 179 640 4 0.5 37 0.64 0.23
2015 2.2 0.55 3.07 3.06 48 285 1211 859 2485 102 224 234 717 8 0.9 43 0.9 0.23
2016 1.74 0.53 3.01 2.93 52 337 1439 1004 3500 106 184 281 822 10 1 48 0.92 0.21
2017 1.71 0.54 2.89 2.4 45 382 580 1076 4604 100 171 255 611 11 1 27 0.6 0.22
2018 1.92 0.55 2.94 2.26 60 442 829 1264 5903 97 186 247 558 10 0.8 33 0.55 0.23
2019 1.72 0.57 3.25 2.01 60 502 2661 1602 7532 105 181 263 528 0 151 2.52 0.23
2020 4.73 0.68 3.76 3.54 70 572 707 2126 9683 120 567 265 939 0 70 1 0.32
2021 4.74 0.8 3.52 3.34 76 648 585 2277 11965 130 616 287 959 1 0 73 0.96 0.29
2022 1.74 0.84 2.78 3.02 169 817 434 2275 14240 146 254 311 939 1 0 56 0.33 0.25
2023 1.31 0.86 2.8 2.46 87 904 67 2531 16771 245 320 435 1071 0 12 0.14 0.25
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

1404
22011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

1339
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

1013
42011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

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542
52013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

539
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

402
72019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

387
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

367
92011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

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352
102013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

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262
112012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

243
122013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

235
132012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

220
142011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

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212
152013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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210
162015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

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200
172012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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181
182015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

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178
192015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

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170
202012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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163
212012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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163
222011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

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162
232016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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132
242013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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123
252013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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108
262011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

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108
272019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

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104
282011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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103
292020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

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102
302019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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102
312015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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101
322014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

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101
332013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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99
342015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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99
352018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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98
362012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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96
372018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

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93
382017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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89
392014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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88
402019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

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87
412016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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87
422017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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84
432018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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82
442014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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82
452019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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81
462021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Veiga, Alvaro ; Medeiros, Marcelo C. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

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81
472011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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81
482014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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81
492011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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77
502012Forecast Rationality Tests Based on Multi-Horizon Bounds. (2012). Timmermann, Allan ; Patton, Andrew J.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:1-17.

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76
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

779
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

410
32011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

278
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

245
52019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

222
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

158
72011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

128
82020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

Full description at Econpapers || Download paper

75
92011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

70
102015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

60
112011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

60
122012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

60
132019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

Full description at Econpapers || Download paper

59
142021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Veiga, Alvaro ; Medeiros, Marcelo C. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

Full description at Econpapers || Download paper

59
152013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

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57
162012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

55
172019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

Full description at Econpapers || Download paper

50
182015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

50
192015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

49
202019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

Full description at Econpapers || Download paper

48
212019Testing for Slope Heterogeneity Bias in Panel Data Models. (2019). Juhl, Ted ; Galvao, Antonio F ; Campello, Murillo. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:4:p:749-760.

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48
222011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

46
232018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

Full description at Econpapers || Download paper

43
242018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

Full description at Econpapers || Download paper

41
252017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

Full description at Econpapers || Download paper

41
262018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

Full description at Econpapers || Download paper

38
272018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

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37
282016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

37
292011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

35
302013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

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35
312013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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322012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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332020Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure. (2020). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:1:p:68-79.

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34
342015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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352020Words are the New Numbers: A Newsy Coincident Index of the Business Cycle. (2020). Thorsrud, Leif. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:2:p:393-409.

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362016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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372017Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce E. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240.

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382016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion. (2016). Tokpavi, Sessi ; Candelon, Bertrand. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:240-253.

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31
392022Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates. (2022). Klossner, Stefan ; Kaul, Ashok ; Schieler, Manuel ; Pfeifer, Gregor. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1362-1376.

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402016Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data. (2016). Fan, Jianqing ; Xiu, Dacheng ; Furger, Alex. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503.

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29
412015Estimating Conditional Average Treatment Effects. (2015). Lieli, Robert ; Hsu, Yu-Chin ; Abrevaya, Jason. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:4:p:485-505.

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28
422016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Chernozhukov, Victor ; Belloni, Alexandre ; Kozbur, Damian ; Hansen, Christian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

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432021GMM Estimation of Non-Gaussian Structural Vector Autoregression. (2021). Luoto, Jani ; Lanne, Markku. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:69-81.

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442019Changing Macroeconomic Dynamics at the Zero Lower Bound. (2019). Liu, Philip ; Zanetti, Francesco ; Mumtaz, Haroon ; Theodoridis, Konstantinos. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:391-404.

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26
452018Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models. (2018). Tipton, Elizabeth ; Pustejovsky, James E. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:672-683.

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462022The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation. (2022). Reese, Simon ; Juodis, Artras. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1191-1203.

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472019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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25
482013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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492021Wild Bootstrap and Asymptotic Inference With Multiway Clustering. (2021). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:2:p:505-519.

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502017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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Citing documents used to compute impact factor: 320
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2023When reality bites: Local deaths and vaccine take-up. (2023). Zenou, Yves ; Vlassopoulos, Michael ; Giulietti, Corrado. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123000922.

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2023Predicting entrepreneurial activity using machine learning. (2023). Schuhmacher, Monika C ; Schade, Philipp. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:19:y:2023:i:c:s2352673422000555.

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2023Carbon Footprint Accounting and Influencing Factors Analysis for Forestry Enterprises in the Key State-Owned Forest Region of the Greater Khingan Range, Northeast China. (2023). Luan, Zhaoping ; Lin, Wenshu ; Wu, Jinzhuo ; Wang, Hui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8898-:d:1161011.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Combining probabilistic forecasts of COVID-19 mortality in the United States. (2023). Taylor, Kathryn S. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:25-41.

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2023Promoting green investment for renewable energy sources in China: Case study from autoregressive distributed Lagged in error correction approach. (2023). Xie, Guangxiong ; Zhang, Shuzhi. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:359-368.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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2023Estimating damages from bidding rings in first-price auctions. (2023). Willington, Manuel ; Gabrielli, Florencia M. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300216x.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2023). Lee, Tae-Hwy ; Banafti, Saman. In: Working Papers. RePEc:ucr:wpaper:202308.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Large portfolio optimisation approaches. (2023). Önder, A. Özlem ; Ulasan, Esra. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00322-3.

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2023Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417.

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2023Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects. (2023). Spector, Asher ; Lei, Lihua ; Ji, Wenlong. In: Papers. RePEc:arx:papers:2310.08115.

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2023Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport. (2023). Ober-Reynolds, Daniel. In: Papers. RePEc:arx:papers:2311.09435.

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2023Partial identification in nonseparable binary response models with endogenous regressors. (2023). Russell, Thomas M ; Gu, Jiaying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:528-562.

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2023Trade Liberalization, Economic Activity, and Political Violence in the Global South: Evidence from PTAs. (2023). Chiovelli, Giorgio ; Amodio, Francesco ; di Maio, Michele ; Baccini, Leonardo. In: IZA Discussion Papers. RePEc:iza:izadps:dp16011.

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2023Agricultural windfalls and the seasonality of political violence in Africa. (2023). Atalay, Kadir ; Hastings, Justin V ; Ubilava, David. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:5:p:1309-1332.

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2023Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574.

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2023Food aid and violent conflict: A review and Empiricist’s companion. (2023). Hirsch, Stefan ; Mishra, Ashok K ; Koppenberg, Maximilian. In: Food Policy. RePEc:eee:jfpoli:v:121:y:2023:i:c:s0306919223001409.

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2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2023Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings. (2023). Mourifi, Ismael ; D'esir'e K'edagni, ; Ghanem, Dalia. In: Papers. RePEc:arx:papers:2306.04494.

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2023Treatment recommendation with distributional targets. (2023). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:624-646.

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2023Identification and estimation of triangular models with a binary treatment. (2023). Pereda-Fernández, Santiago ; Pereda-Fernandez, Santiago. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:585-623.

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2023Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2023Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models. (2023). Zohren, Stefan ; Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Zhang, Yichi. In: Papers. RePEc:arx:papers:2305.06704.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2.

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2023Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Fast Bayesian inference on spectral analysis of multivariate stationary time series. (2023). Prado, Raquel ; Hu, Zhixiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001761.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023
2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2023Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023When Can We Ignore Measurement Error in the Running Variable?. (2021). Koles, Michal ; Dong, Yingying. In: Papers. RePEc:arx:papers:2111.07388.

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2023A Guide to Regression Discontinuity Designs in Medical Applications. (2023). Titiunik, Rocio ; Keele, Luke ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2302.07413.

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2023Regression Discontinuity with Integer Score and Non-Integer Cutoff. (2023). Park, Sang Soo ; Shim, Hyae-Chong ; Lee, Myoung-Jae. In: Korean Economic Review. RePEc:kea:keappr:ker-20230101-39-1-03.

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2023Unemployment Insurance with Response Heterogeneity. (2023). Zabrodina, Vera ; Wunsch, Conny. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10704.

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2023Unemployment Insurance with Response Heterogeneity. (2023). Zabrodina, Vera ; Wunsch, Conny. In: IZA Discussion Papers. RePEc:iza:izadps:dp16509.

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2023Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895.

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2023
2023Dynamic factor copula models with estimated cluster assignments. (2023). Patton, Andrew J ; Oh, Dong Hwan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002135.

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2023Characterizing correlation matrices that admit a clustered factor representation. (2023). Hansen, Peter ; Tong, Chen. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004597.

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2023Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669.

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2023Empirical Likelihood Based Testing for Multivariate Regular Variation. (2023). Einmahl, John ; Krajina, Andrea. In: Discussion Paper. RePEc:tiu:tiucen:261583f5-c571-48c6-8cea-945ba6542026.

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2023Empirical Likelihood Based Testing for Multivariate Regular Variation. (2023). Krajina, Andrea ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:261583f5-c571-48c6-8cea-945ba6542026.

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2023Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094.

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2023
2023Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles. (2023). Xiang, Feiyun ; Chang, Hao-Wen ; Cai, Yifei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006992.

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2023Variable selection in threshold model with a covariate-dependent threshold. (2023). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02340-3.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Threshold regression with nonparametric sample splitting. (2023). Lee, Yoonseok ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:816-842.

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2023Isotonic Recalibration under a Low Signal-to-Noise Ratio. (2023). Ziegel, Johanna ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2301.02692.

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2023Deep quantile and deep composite triplet regression. (2023). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:94-112.

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2023Sensitivity measures based on scoring functions. (2023). Pesenti, Silvana M ; Fissler, Tobias. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1408-1423.

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2023Side effects of labor market policies. (2023). Vikstrom, Johan ; van den Berg, Gerard J ; Mahlstedt, Robert ; Caliendo, Marco. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:2:p:339-375.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891.

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2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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2023Benchmarks for assessing labour market health: 2023 update. (2023). Luu, Corinne ; See, Kurt ; Ens, Erik. In: Staff Analytical Notes. RePEc:bca:bocsan:23-7.

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2023Closer to Finding Yeti. (2023). Sramkova, Lucia ; Mucka, Zuzana ; Karsay, Alexander ; Micko, Tomas. In: Working Papers. RePEc:cbe:wpaper:202301.

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2023Determinants of global neutral interest rates. (2023). Shousha, Samer. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001198.

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2023Financial heterogeneity and monetary union. (2023). Zakrajšek, Egon ; Schoenle, Raphael ; Gilchrist, Simon ; Zakrajek, Egon ; Sim, Jae. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:21-40.

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2023Optimal Transport for Counterfactual Estimation: A Method for Causal Inference. (2023). Gallic, Ewen ; Flachaire, Emmanuel ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2301.07755.

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2023Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility. (2023). Su, Jiun-Hua ; Lai, Tsung-Chih. In: Papers. RePEc:arx:papers:2303.06658.

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2023Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015.

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2023Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2023Multinomial Logistic Factor Regression for Multi-source Functional Block-wise Missing Data. (2023). Lin, Jinguan ; Jiang, Xiaohu ; Du, Xiuli. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:3:d:10.1007_s11336-023-09918-5.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Matrix-variate data analysis by two-way factor model with replicated observations. (2023). Guo, Jianhua ; Huang, Wei ; Gao, Zhigen ; Li, Yan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:202:y:2023:i:c:s0167715223001281.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls. (2023). Navjeevan, Manu ; Baybutt, Adam. In: Papers. RePEc:arx:papers:2301.06283.

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2023Neighborhood-based cross fitting approach to treatment effects with high-dimensional data. (2023). Yu, Han ; Agboola, Oluwagbenga David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:186:y:2023:i:c:s0167947323000919.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

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2023Are bond returns predictable with real-time macro data?. (2023). Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan ; Zhou, Guofu ; Tong, Guoshi. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001161.

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2023A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association. (2023). Lautier, Jackson P. In: Papers. RePEc:arx:papers:2309.05783.

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2023Scanner Data, Product Churn and Quality Adjustment. (2023). Diewert, Erwin ; Shimizu, Chihiro. In: Working Papers. RePEc:tcr:wpaper:e185.

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2023Inflation measurement with high frequency data. (2023). O'Connell, Martin ; Levell, Peter ; Fox, Kevin J. In: IFS Working Papers. RePEc:ifs:ifsewp:23/29.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Transformed regression-based long-horizon predictability tests. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001294.

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2023Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2023A new estimation in functional linear concurrent model with covariate dependent and noise contamination. (2023). Zhang, Riquan ; Yao, Mei ; Ding, Hui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00900-w.

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2023
2023Research topic flows in co-authorship networks. (2023). Hanika, Tom ; Hirth, Johannes ; Schafermeier, Bastian. In: Scientometrics. RePEc:spr:scient:v:128:y:2023:i:9:d:10.1007_s11192-022-04529-w.

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2023Networks and Information in Credit Markets. (2023). Minetti, Raoul ; Michaelides, Alexander ; Kokas, Sotirios ; Gupta, Abhimanyu. In: Working Papers. RePEc:ris:msuecw:2023_001.

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2023Evaluating the performance of AIC and BIC for selecting spatial econometric models. (2023). Tsimpanos, Apostolos ; Agiakloglou, Christos. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00030-x.

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2023Spatial dependence in production frontier models. (2023). Ayouba, Kassoum. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00670-7.

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2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473.

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2023A Bayesian Markov-switching SAR model for time-varying cross-price spillovers. (2023). Glocker, Christian ; Iacopini, Matteo ; Piribauer, Philipp ; Krisztin, Tam'As. In: Papers. RePEc:arx:papers:2310.19557.

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2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: SAFE Working Paper Series. RePEc:zbw:safewp:279783.

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2023Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market. (2023). Qian, Guoqi ; Shen, Luyi ; Li, Chengyu. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:13-:d:1149628.

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2023A two-step estimator for multilevel latent class analysis with covariates. (2023). Kuha, Jouni ; Oser, Jennifer ; Bakk, Zsuzsa ; di Mari, Roberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119994.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Testing Instrument Validity with Covariates. (2021). Kitagawa, Toru ; Carr, Thomas . In: Papers. RePEc:arx:papers:2112.08092.

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2023Instrumental variable estimates of the burden of parental caregiving. (2023). Eibich, Peter. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:26:y:2023:i:c:s2212828x23000270.

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2023Data cloning for a threshold asymmetric stochastic volatility model. (2023). Lopes, Maria Helena ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36569.

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2023Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548.

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2023Instability of inverse probability weighting methods and a remedy for nonignorable missing data. (2023). Qin, Jing ; Li, Pengfei ; Liu, Yukun. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3215-3226.

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2023
2023Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871.

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2023Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Extreme Changes in Changes. (2022). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2211.14870.

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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284.

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2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

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2023EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916.

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2023.

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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023Instrumental variable quantile regression under random right censoring. (2022). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Tedesco, Lorenzo ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2209.01429.

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2023Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183.

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2023Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299.

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2023Systemic Discrimination Among Large U.S. Employers*. (2023). Walters, Christopher ; Kline, Patrick ; Rose, Evan K. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2023:i:4:p:1963-2036..

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2023Systemic Discrimination Among Large U.S. Employers*. (2023). Walters, Christopher ; Kline, Patrick ; Rose, Evan K. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:137:y:2023:i:4:p:1963-2036..

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Breaks in the Phillips Curve: Evidence from Panel Data. (2023). Wright, Jonathan H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-15.

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2023.

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2023Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:609-650.

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2023How do South-South and North-South FDI affect energy intensity in developing countries?. (2023). Schmelmer, Niklas ; Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:118179.

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2023Freedom through taxation: the effect of fiscal capacity on the rule of law. (2023). Oreilly, Colin ; Murphy, Ryan H. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:56:y:2023:i:1:d:10.1007_s10657-023-09772-x.

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2023Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated. (2023). Hasanov, Fakhri ; Parker, Steven ; Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003304.

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2023Using information criteria to select averages in CCE. (2023). Margaritella, Luca ; Westerlund, Joakim. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:405-421..

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2023Natural resources-environmental sustainability-socio-economic drivers nexus: Insights from panel quantile regression analysis. (2023). Liu, Jiayang ; Patel, Nikunj ; Kautish, Pradeep. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008875.

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2023International R&D and MNCs innovation performance: An integrated approach. (2023). Belderbos, Rene ; Leten, Bart ; Suzuki, Shinya. In: Journal of International Management. RePEc:eee:intman:v:29:y:2023:i:6:s1075425323000807.

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2023Powering Up a Slow Charging Market: How Do Government Subsidies Affect Charging Station Supply?. (2022). Luo, Zunian. In: Papers. RePEc:arx:papers:2210.14908.

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2023Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358.

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2023How does democracy cause growth?. (2023). Eberhardt, Markus ; Boese-Schlosser, Vanessa. In: Discussion Papers. RePEc:not:notnic:2023-13.

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2023.

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2023Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036.

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2023Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03.

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2023Have the effects of shocks to oil price expectations changed?. (2023). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004421.

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2023Identifying Monetary Policy Shocks Through External Variable Constraints. (2023). Fusari, Francesco. In: School of Economics Discussion Papers. RePEc:sur:surrec:0123.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023How morality and efficiency shape public support for minimum wages. (2023). Gohmann, Stephan ; Fernandez, Jose ; Teltser, Keith F ; Lennon, Conor. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:618-637.

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2023Estimating the Effects of Political Instability in Nascent Democracies. (2023). Mitja, Kovac ; Thomas, Emery ; Rok, Spruk. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:6:p:599-642:n:4.

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2023A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484.

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2023The Effects of Carbon Trading: Evidence from California’s ETS. (2023). Lessmann, Christian ; Kramer, Niklas. In: MPRA Paper. RePEc:pra:mprapa:116796.

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2023Quasi-experimental evidence on carbon pricing. (2023). Sato, Misato ; Vrolijk, Kasper. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118404.

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2023Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249.

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2023CBDC: Lesson from a Historical Experience. (2023). Zhang, Xin ; Grodecka-Messi, Anna. In: Working Paper Series. RePEc:hhs:rbnkwp:0424.

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2023Does joining the European monetary union improve labor productivity? A synthetic control approach. (2023). Eren, Mesut ; Ersoy, Imre ; Wang, Miao Grace ; Zhuang, Hong. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:3:d:10.1007_s11123-023-00668-1.

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2023The effect of infrastructure investment on tourism demand: a synthetic control approach for the case of Kuelap, Peru. (2023). Lahura, Erick ; Sabrera, Rosario. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02334-1.

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2023The effect of Islamic revolution and war on income inequality in Iran. (2023). Kadivar, Mohammad Ali ; Farzanegan, Mohammad Reza. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02365-2.

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2023Quasi-Experimental Evidence on Carbon Pricing. (2023). Sato, Misato ; Vrolijk, Kasper. In: The World Bank Research Observer. RePEc:oup:wbrobs:v:38:y:2023:i:2:p:213-248..

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2023Main street business initiatives and crime in small towns. (2023). Smith, Rhet A ; Johnson, Josiah. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:91-112.

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2023Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator. (2023). Miller, Douglas ; Cummins, Joseph ; Simon, David Eliot ; Smith, Brock. In: Working papers. RePEc:uct:uconnp:2023-07.

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2023Private bank money vs central bank money: A historical lesson for CBDC introduction. (2023). Grodecka-Messi, Anna ; Zhang, Xin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001136.

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2023Does Implementing Opt-Out Solve The Organ Shortage Problem? Evidence from a Synthetic Control Approach. (2023). Spuntrup, Selina Schulze. In: ifo Working Paper Series. RePEc:ces:ifowps:_403.

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2023The effects of increased monitoring on high wealth individuals: Evidence from a quasi-natural experiment in Indonesia. (2023). Supriyadi, Mohammad Wangsit ; Gangl, Katharina ; Chan, Ho Fai ; Torgler, Benno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:244-267.

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2023Measuring impact of health crises on economies: A staggered synthetic control approach with bias-correction. (2023). Lee, Changmin ; Bayram, Mehmet Emin ; Chen, Haojing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009716.

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2023Evolutionarily stable networks. (2023). Bayer, Peter. In: TSE Working Papers. RePEc:tse:wpaper:128722.

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2023Influential role of homophily on innovative work behavior: evidence from innovation management of SMEs. (2023). Palazzo, Maria ; Yousaf, Zahid. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:19:y:2023:i:3:d:10.1007_s11365-023-00865-2.

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2023A model of inter-organizational network formation. (2023). Mele, Angelo ; Gaonkar, Shweta. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:82-104.

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2023Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2023On portmanteau-type tests for nonlinear multivariate time series. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000039.

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2023A new generalized exponentially weighted moving average quantile model and its statistical inference. (2023). Zhu, KE. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002269.

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2023.

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2023Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors. (2023). Zou, Tao ; Liang, Xuan. In: Papers. RePEc:arx:papers:2305.19721.

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2023Homogeneous analysis on network effects in network autoregressive model. (2023). Liu, Jie ; Zhao, Jiayang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010437.

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2023Optimization of large portfolio allocation for new-energy stocks: Evidence from China. (2023). Jiang, Hui ; Huang, Lei ; Wu, Yunlin. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028505.

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2023Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2023). Zhu, Dan ; Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2306.14445.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: Working Paper series. RePEc:rim:rimwps:23-05.

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2023National Experimental Wellbeing Statistics - Version 1. (2023). Unrath, Matthew ; Schmidt, Lawrence ; Sanders, Carl ; Rothbaum, Jonathan ; Mittag, Nikolas ; Mitchell, Joshua ; Bee, Adam. In: Working Papers. RePEc:cen:wpaper:23-04.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: IZA Discussion Papers. RePEc:iza:izadps:dp16013.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). van der Klaauw, Wilbert ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:95724.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2023The distribution of sample mean-variance portfolio weights. (2023). Lassance, Nathan ; Kan, Raymond ; Wang, Xiaolu. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023006.

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2023.

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2023Feasibility and optimal sizing analysis of hybrid renewable energy systems: A case study of Al-Karak, Jordan. (2023). Maaitah, Omer Nawaf ; Ayed, Yasmine ; al Afif, Rafat. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:229-249.

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2023Understanding income volatility in urban China. (2023). Zhang, Sisi ; Yang, Yushi. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s1049007823000088.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2023One-way or two-way factor model for matrix sequences?. (2023). Trapani, Lorenzo ; Yu, Long ; Kong, Xinbing ; He, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1981-2004.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023CausalGPS: An R Package for Causal Inference With Continuous Exposures. (2023). Braun, Danielle ; Wu, Xiao ; Khoshnevis, Naeem. In: Papers. RePEc:arx:papers:2310.00561.

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2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2023What does machine learning say about the drivers of inflation?. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14653.

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2023Short- and long-term forecasting for building energy consumption considering IPMVP recommendations, WEO and COP27 scenarios. (2023). Rodrigues, Rafael Nilson ; Cordeiro, Pedro Cesar ; Orsi, Gustavo Cardoso ; Luiz, Vinicius Viana ; Avila, Sergio Luciano ; Dos, Deilson Martins ; Santos, Greicili Dos. In: Applied Energy. RePEc:eee:appene:v:339:y:2023:i:c:s0306261923003446.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y.

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2023Can Machine Learning Models Predict Inflation?. (2023). Codru, Ivacu. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1748-1756:n:10.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71.

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2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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2023Machine learning and fund characteristics help to select mutual funds with positive alpha. (2023). Gil-Bazo, Javier ; Demiguel, Victor ; Nogales, Francisco J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001770.

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2023Forecasting the Stability and Growth Pact compliance using Machine Learning. (2023). Papadimitriou, Theophilos ; Barbier-Gauchard, Amelie ; Baret, Kea. In: Post-Print. RePEc:hal:journl:hal-03121966.

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2023A factor pricing model based on machine learning algorithm. (2023). Ren, Hang ; Chen, Yuzhi ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297.

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2023Financial reforms and innovation: A micro–macro perspective. (2023). McAdam, Peter ; Bournakis, Ioannis ; Christopoulos, Dimitris ; Boikos, Spyridon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000219.

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2023The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8.

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2023.

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2023Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2023Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522.

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2023Tax incentives, private investment and employment: Evidence from an Ecuadorian reform. (2023). Camino-Mogro, Segundo ; Caminomogro, Segundo. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:7:p:2129-2156.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056.

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2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

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2023Using large samples in econometrics. (2023). MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:922-926.

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2023Equivalence scales for continuous distributions of expenditure. (2023). Kot, Stanislaw Maciej. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:185-218.

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2023Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597.

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2023Identification of unobserved distribution factors and preferences in the collective household model. (2023). Hubner, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:301-326.

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2023Synthetic Control Group Methods in the Presence of Interference: The Direct and Spillover Effects of Light Rail on Neighborhood Retail Activity. (2020). Oner, Ozge ; Mattei, Alessandra ; Mariani, Marco ; Lattarulo, Patrizia ; Grossi, Giulio. In: Papers. RePEc:arx:papers:2004.05027.

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2023Whats Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature. (2022). Bilinski, Alyssa ; Roth, Jonathan ; Poe, John. In: Papers. RePEc:arx:papers:2201.01194.

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2023Treatment Effect Analysis for Pairs with Endogenous Treatment Takeup. (2023). Huber, Martin ; Lieli, Robert P ; Kormos, Mate. In: Papers. RePEc:arx:papers:2301.04876.

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2023Indirect Savings from Public Procurement Centralization. (2023). Valletti, Tommaso ; Spagnolo, Giancarlo ; Muo, Arieda ; Lotti, Clarissa. In: OSF Preprints. RePEc:osf:osfxxx:c678u.

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2023Employing the Unemployed of Marienthal: Evaluation of a Guaranteed Job Program. (2023). Lehner, Lukas ; Kasy, Maximilian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10394.

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2023Expecting Brexit and UK Migration: Should I Go?. (2023). Wahba, Jackline ; di Iasio, Valentina. In: IZA Discussion Papers. RePEc:iza:izadps:dp16156.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2023The Impact of High-Speed Rail on Economic Development: A County-Level Analysis. (2023). Han, Haoying ; Chi, Fangting. In: Land. RePEc:gam:jlands:v:12:y:2023:i:4:p:874-:d:1121957.

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2023The income consequences of a managed retreat. (2023). Noy, Ilan ; Hoang, Thoa. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:100:y:2023:i:c:s0166046223000315.

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2023What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. (2023). Poe, John ; Bilinski, Alyssa ; Roth, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2218-2244.

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2023The impact of upzoning on housing construction in Auckland. (2023). Phillips, Peter ; Greenaway-McGrevy, Ryan. In: Journal of Urban Economics. RePEc:eee:juecon:v:136:y:2023:i:c:s0094119023000244.

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2023Expecting Brexit and UK migration: Should I go?. (2023). Wahba, Jackline ; di Iasio, Valentina. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001137.

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2023Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06.

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2023.

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2023
2023Unions and key players in network games with conflicts and spillovers. (2023). Vannetelbosch, Vincent ; Schopohl, Simon ; Nanumyan, Mariam ; Mauleon, Ana. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023012.

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2023A Dynamic Analysis of Criminal Networks. (2023). Rusinowska, Agnieszka ; Labrecciosa, Paola ; Colombo, Luca. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:22006r.

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2023Peer effects and endogenous social interactions. (2023). Jochmans, Koen. In: Post-Print. RePEc:hal:journl:hal-04164668.

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2023Peer effects and endogenous social interactions. (2023). Jochmans, Koen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1203-1214.

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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023.

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2023When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2023SOE wage premium in China: new evidence. (2023). Sun, Qian. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02274-w.

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2023The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479.

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2023Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models. (2023). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002719.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2023A Guide to Impact Evaluation under Sample Selection and Missing Data: Teachers Aides and Adolescent Mental Health. (2023). Nielsen, Helena Skyt ; Heiler, Phillip ; Beuchert, Louise ; Andersen, Simon Calmar. In: Papers. RePEc:arx:papers:2308.04963.

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2023Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Occasionally Misspecified. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2312.05342.

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2023Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521.

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2023Stable outcomes and information in games: An empirical framework. (2023). Koh, Paul S. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002154.

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2023Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment. (2023). Fan, Caiyun ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300368x.

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2023Are gross financial inflows expansionary or contractionary? Evidence from emerging economies. (2023). Garg, Bhavesh ; Sahoo, Pravakar. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007018.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels. (2023). Jeribi, Ahmed ; Karamti, Chiraz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300052x.

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2023
2023Inference for extremal regression with dependent heavy-tailed data. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles Claude ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04554050.

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2023The conditional mode in parametric frontier models. (2023). Jung, Hyunseok ; Horrace, William C ; Yang, YI. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00699-8.

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2023Environmental data science: Part 2. (2023). Zammitmangion, Andrew ; Newlands, Nathaniel K ; Burr, Wesley S. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:2:n:e2788.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2022The Coevolution of Policy Support and Farmers Behaviour. An investigation on Italian agriculture over the 2008-2019 period.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:464.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2022Two is better than one: Regularized shrinkage of large minimum variance portfolio. (2022). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2202.06666.

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2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

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2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

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2022Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions. (2022). Hoshino, Takahiro ; Shinoda, Kazuhiko. In: Papers. RePEc:arx:papers:2212.13145.

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2022.

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2022Myth or measurement: What does the new minimum wage research say about minimum wages and job loss in the United States?. (2022). Shirley, Peter ; Neumark, David. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:61:y:2022:i:4:p:384-417.

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2022The impact of sports stadiums on localized commercial activity: Evidence from a Business Improvement District. (2022). Bradbury, John Charles. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:194-217.

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2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita ; Clark, Andrew E. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1853.

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2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10105.

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2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9868.

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2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2022Increased panel height enhances cooling for photovoltaic solar farms. (2022). Ali, Naseem ; Viggiano, Bianca ; Smith, Sarah E ; Cal, Raul Bayoan ; Calaf, Marc ; Obligado, Martin ; Silverman, Timothy J. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s030626192201090x.

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2022Asymptotic covariance estimation by Gaussian random perturbation. (2022). Wang, Hansheng ; Lan, Wei ; Zhou, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000391.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2022God did not save the kings: Environmental consequences of the 1982 Falklands War. (2022). Pietri, Antoine ; Panel, Sophie. In: Ecological Economics. RePEc:eee:ecolec:v:201:y:2022:i:c:s0921800922002427.

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2022Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Han, Xiaoyi ; Zhu, Yanli ; Cai, Zhengzheng. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361.

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2022Democracy, growth, heterogeneity, and robustness. (2022). Eberhardt, Markus. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000976.

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2022The impact on domestic CO2 emissions of domestic government-funded clean energy R&D and of spillovers from foreign government-funded clean energy R&D. (2022). Herzer, Dierk. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003512.

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2022Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

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2022Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach. (2022). Tan, Changchun ; Yang, Luyao ; Ke, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003129.

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2022Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392.

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2022Looking from Gross Domestic Income: Alternative view of Japan’s economy. (2022). Sekine, Toshitaka. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000445.

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2022Robust Ranking of Happiness Outcomes: A Median Regression Perspective. (2022). Srisuma, Sorawoot ; Powdthavee, Nattavudh ; Oparina, Ekaterina ; Chen, Le-Yu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:672-686.

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2022Quantifying the impact of the Tokyo Olympics on COVID-19 cases using synthetic control methods. (2022). Fujii, Takao ; Esaka, Taro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:66:y:2022:i:c:s0889158322000375.

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2022Job satisfaction and trade union membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001282.

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2022
2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117887.

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2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.

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2022Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576.

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2022.

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2022.

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2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

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2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: IZA Discussion Papers. RePEc:iza:izadps:dp15459.

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2022Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2022). Knaus, Michael C ; Heiler, Phillip. In: IZA Discussion Papers. RePEc:iza:izadps:dp15580.

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2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15727.

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2022The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04.

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2022Multilateral index number methods for Consumer Price Statistics. (2022). O'Connell, Martin ; Levell, Peter ; Fox, Kevin J. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-08.

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2022Systemic Discrimination Among Large U.S. Employers*. (2022). Walters, Christopher R ; Rose, Evan K ; Kline, Patrick. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:1963-2036..

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2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

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2022Apalancamiento, ciclo financiero y económico. (2022). Valdivia, Joab Dan. In: MPRA Paper. RePEc:pra:mprapa:116849.

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2022The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-04.

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2022On a bivariate copula for modeling negative dependence: application to New York air quality data. (2022). Finkelstein, Maxim ; Bhuyan, Prajamitra ; Ghosh, Shyamal. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:5:d:10.1007_s10260-022-00636-3.

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2022Extreme Value Inference for General Heterogeneous Data. (2022). Einmahl, John ; He, Y. In: Discussion Paper. RePEc:tiu:tiucen:fd8dd91c-086f-40e6-ac29-3785bd0b56cd.

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Recent citations received in 2021
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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

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2021Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network. (2020). Wang, Guanyi ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2012.04055.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Extremal points of Lorenz curves and applications to inequality analysis. (2021). Mora-Corral, Carlos ; Javier, ; Ba, Amparo. In: Papers. RePEc:arx:papers:2103.03286.

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2021Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. (2021). Wuthrich, M V ; Tsanakas, T ; Richman, R ; Merz, M. In: Papers. RePEc:arx:papers:2103.11706.

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2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021High-dimensional Portfolio Optimization using Joint Shrinkage. (2021). Banerjee, Sayantan ; Burman, Anik. In: Papers. RePEc:arx:papers:2109.13633.

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2021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Peng, Bin ; Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun. In: Papers. RePEc:arx:papers:2111.11506.

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2021Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2021.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2021What does machine learning say about the drivers of inflation?. (2021). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:980.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2021). Qureshi, Shafiullah ; Chu, BA. In: Carleton Economic Papers. RePEc:car:carecp:21-12.

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2021Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

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2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

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2021Horizon-K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Mauleon, Ana ; Herings, Jean-Jacques. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2021004.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021The interplay between oil and food commodity prices: Has it changed over time?. (2021). Van der Veken, Wouter ; Peersman, Gert ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001203.

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2021Leaders in juvenile crime. (2021). Zenou, Yves ; Verdier, Thierry ; Patacchini, Eleonora ; Diaz, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:638-667.

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2021Consumer willingness to pay for bio-based products: Do certifications matter?. (2021). Morone, Andrea ; Caferra, Rocco ; Imbert, Enrica ; Falcone, Pasquale Marcello ; D'Adamo, Idiano. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002243.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2021A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3.

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2021Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method. (2021). Senoussi, Houcine. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:4-23.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2021Horizon- K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Herings, P. Jean-Jacques ; Mauleon, Ana. In: Games. RePEc:gam:jgames:v:12:y:2021:i:3:p:56-:d:588876.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Preferences and Covid-19 Vaccination Intentions. (2021). Langot, Francois ; Blondel, Serge ; Sicsic, Jonathan ; Mueller, Judith. In: Working Papers. RePEc:hal:wpaper:hal-03381425.

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2021How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_008.

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2021Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors. (2021). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2021_009.

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